+105.4%
VLO vs AME
+22.0%
+83.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -16.6% | -4.1% | -12.5% | -17.2% |
| 3M | +12.3% | -6.3% | +18.6% | +10.7% |
| 6M | +47.8% | +3.5% | +44.3% | +50.5% |
| YTD | +126.7% | +17.3% | +109.5% | +130.6% |
| 1Y | +105.4% | +22.0% | +83.3% | +108.7% |
| All | +105.4% | +22.0% | +83.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling